Bang! I bought because I enjoy it, but it's never around when I feel like playing. It's a fun, fairly light "spaghetti western" themed card game with a secret-roles element. I may end up getting the "Dodge City" expansion, which allows for both larger (8 players) and smaller (3 players) games. The prospect of smaller groups seems to be one of the main reasons why people suggest it, but I think Bang! tends to play better with larger groups.
Zértz I'd never played before, but I'd read good things about it on BoardGameGeek. It's an abstract strategy game for 2 players, which is a little out of the mainstream for board game night (which tends to be dominated by themed, multiplayer eurogames along with a couple of people off playing American-style 2-player wargames). However, it's common for a couple of people to be circulating, waiting for some other people to finish and get freed up so they can start another game: 2-player games (of the non-wargame variety; wargames tend to appeal to specialists) tend to either be too light to be satisfying for more experienced gamers, or as long as games for more players—and thus not attractive to gamers who would prefer to play with a larger group and don't want to miss an opportunity to get in on a bigger game. Zértz turns out to be exactly what I was looking for: a 2-player game with strategic depth that is still short (about 15 minutes to play a full game). It centers around placing marbles on a modular hexagonal board and removing pieces of the board, and jumping marbles with other marbles to capture them. The rules are quite simple, but there's a lot of depth to the game.
Other games I've played and am considering buying: Power Grid, Princes of Florence, Amun-Re, and Traumfabrik (interestingly, all involve bidding—I guess I've fallen for that play mechanic). Games I haven't played but am interested in possibly buying (or at least trying if possible): Tal der Könige (another Egyptian-themed bidding game) and Yinsh (from the same series as Zértz).